CME Euro FX Future September 2007
Trading Metrics calculated at close of trading on 14-Feb-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2007 |
14-Feb-2007 |
Change |
Change % |
Previous Week |
Open |
1.3140 |
1.3231 |
0.0091 |
0.7% |
1.3042 |
High |
1.3140 |
1.3205 |
0.0065 |
0.5% |
1.3149 |
Low |
1.3140 |
1.3205 |
0.0065 |
0.5% |
1.3040 |
Close |
1.3140 |
1.3231 |
0.0091 |
0.7% |
1.3115 |
Range |
|
|
|
|
|
ATR |
0.0042 |
0.0043 |
0.0002 |
4.0% |
0.0000 |
Volume |
0 |
3 |
3 |
|
13 |
|
Daily Pivots for day following 14-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3214 |
1.3222 |
1.3231 |
|
R3 |
1.3214 |
1.3222 |
1.3231 |
|
R2 |
1.3214 |
1.3214 |
1.3231 |
|
R1 |
1.3222 |
1.3222 |
1.3231 |
1.3231 |
PP |
1.3214 |
1.3214 |
1.3214 |
1.3218 |
S1 |
1.3222 |
1.3222 |
1.3231 |
1.3231 |
S2 |
1.3214 |
1.3214 |
1.3231 |
|
S3 |
1.3214 |
1.3222 |
1.3231 |
|
S4 |
1.3214 |
1.3222 |
1.3231 |
|
|
Weekly Pivots for week ending 09-Feb-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3428 |
1.3381 |
1.3175 |
|
R3 |
1.3319 |
1.3272 |
1.3145 |
|
R2 |
1.3210 |
1.3210 |
1.3135 |
|
R1 |
1.3163 |
1.3163 |
1.3125 |
1.3187 |
PP |
1.3101 |
1.3101 |
1.3101 |
1.3113 |
S1 |
1.3054 |
1.3054 |
1.3105 |
1.3078 |
S2 |
1.2992 |
1.2992 |
1.3095 |
|
S3 |
1.2883 |
1.2945 |
1.3085 |
|
S4 |
1.2774 |
1.2836 |
1.3055 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3205 |
1.3070 |
0.0135 |
1.0% |
0.0000 |
0.0% |
119% |
True |
False |
1 |
10 |
1.3205 |
1.3040 |
0.0165 |
1.2% |
0.0009 |
0.1% |
116% |
True |
False |
1 |
20 |
1.3205 |
1.3024 |
0.0181 |
1.4% |
0.0005 |
0.0% |
114% |
True |
False |
2 |
40 |
1.3417 |
1.3012 |
0.0405 |
3.1% |
0.0003 |
0.0% |
54% |
False |
False |
11 |
60 |
1.3472 |
1.2965 |
0.0507 |
3.8% |
0.0002 |
0.0% |
52% |
False |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3205 |
2.618 |
1.3205 |
1.618 |
1.3205 |
1.000 |
1.3205 |
0.618 |
1.3205 |
HIGH |
1.3205 |
0.618 |
1.3205 |
0.500 |
1.3205 |
0.382 |
1.3205 |
LOW |
1.3205 |
0.618 |
1.3205 |
1.000 |
1.3205 |
1.618 |
1.3205 |
2.618 |
1.3205 |
4.250 |
1.3205 |
|
|
Fisher Pivots for day following 14-Feb-2007 |
Pivot |
1 day |
3 day |
R1 |
1.3222 |
1.3200 |
PP |
1.3214 |
1.3169 |
S1 |
1.3205 |
1.3138 |
|